ON A NEW LIMIT LAW FOR PARTIAL MAXIMA / SUM OF RANDOM NUMBER OF IID RANDOM VARIABLES

 

  • Prof. Sreenivasan Ravi – Department of Statistics – University of Mysore – India
  • FCUL (DEIO) – Campo Grande – Bloco C6 – Piso 4 – Sala 6.4.30 – 14h 30m
  • Quarta-feira, 6 de Setembro de 2006
 
Abstract: In this talk, we study the limit distributions of a random number of iid random variables when the random summand is independent of the variables and has distribution (i) Binomial, (ii) Poisson, (iii) Geometric, (iv) Negative binomial and (v) discrete uniform. As a consequence we get a new limit law for for partial maxima / sum of random number of iid random variables.